On the level crossing of multi-dimensional delayed renewal processes
DOI10.1155/S1048953397000415zbMATH Open0896.60056MaRDI QIDQ1379922FDOQ1379922
Publication date: 5 March 1998
Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/47976
Recommendations
renewal processmarked point processfirst passage timefluctuations\(N\)-policy queuestermination indexfirst excess level\(D\)-policy queuesqueues with vacations
Prediction theory (aspects of stochastic processes) (60G25) Queues and service in operations research (90B22) Auctions, bargaining, bidding and selling, and other market models (91B26) Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05)
Cited In (20)
- Fluctuations of Recurrent Processes and Their Applications to the Stock Market
- On Exit Times of a Multivariate Random Walk and Its Embedding in a Quasi Poisson Process
- On termination time processes
- On a dual hybrid queueing system
- Maintenance in single-server queues: a game-theoretic approach
- Discrete versus continuous operational calculus in antagonistic stochastic games
- On fluctuations of a multivariate random walk with some applications to stock options trading and hedging
- On crossing times for multidimensional walks with skip-free components
- Multilayers in a modulated stochastic game
- On exit times of multivariate random walk with some applications to finance
- Fluctuation analysis in queues with several operational modes and priority customers
- Hybrid queueing systems with hysteretic bilevel control policies
- Second-order asymptotics in level crossing for differences of renewal processes
- Time sensitive functionals of marked Cox processes
- Fluctuation analysis in parallel queues with hysteretic control
- Random observations of marked Cox processes. Time insensitive functionals
- Random walk analysis of parallel queueing stations
- Random Walk Analysis in Antagonistic Stochastic Games
- Level crossings of an oscillating marked random walk
- Title not available (Why is that?)
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